Unit Roots and Structural Breaks.

A comprehensive review of unit roots, cointegration and structural change from a best-selling author.

Many economic theories depend on the presence or absence of a unit root for their validity, and econometric and statistical theory undergo considerable changes

Forecasting in the presence of structural breaks and model uncertainty are active areas of research with implications for practical problems in forecasting. Thi

This volume contains the proceedings of the 7th Valencia International Meeting on Bayesian Statistics. This conference is held every four years and provides the